+9.7%
DLR vs FCEL
+197.5%
-187.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +4.0% | -1.8% |
| 7D | -1.3% | +6.3% | -7.6% | -1.5% |
| 30D | -2.9% | -18.8% | +16.0% | -2.4% |
| 3M | +3.2% | -3.8% | +7.0% | +1.9% |
| 6M | +3.9% | +121.1% | -117.3% | +0.1% |
| YTD | +21.4% | +113.3% | -91.8% | +16.5% |
| 1Y | +9.7% | +173.5% | -163.8% | +3.8% |
| All | +9.7% | +197.5% | -187.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling